Row

Rank

Predicted Beta

Idiosyncratic Volatility

Row

Characteristics

Characteristic Latest Prior Month Two Months Ago
Rank (1 is Worst, 10 is Best) 1 1 1
Score -23.01 -15.98 -24.02
Market Cap (Millions USD) 617.92 597.5 587.37
Predicted Beta -0.31 -0.29 -0.24
Idiosyncratic Volatility 2.21 3.13 4.8

Annualized return and volatility

OIH
Annualized Return -0.0242
Annualized Std Dev 0.3537
Annualized Sharpe (Rf=0%) -0.0683

Row

Daily Return Statistics

OIH
Observations 4819.0000
NAs 295.0000
Minimum -0.1746
Quartile 1 -0.0120
Median 0.0000
Arithmetic Mean 0.0002
Geometric Mean -0.0001
Quartile 3 0.0126
Maximum 0.2178
SE Mean 0.0003
LCL Mean (0.95) -0.0005
UCL Mean (0.95) 0.0008
Variance 0.0005
Stdev 0.0223
Skewness -0.1298
Kurtosis 5.6656

Downside Risk

OIH
Semi Deviation 0.0160
Gain Deviation 0.0149
Loss Deviation 0.0158
Downside Deviation (MAR=210%) 0.0206
Downside Deviation (Rf=0%) 0.0159
Downside Deviation (0%) 0.0159
Maximum Drawdown 0.8251
Historical VaR (95%) -0.0348
Historical ES (95%) -0.0510
Modified VaR (95%) -0.0348
Modified ES (95%) -0.0575
From Trough To Depth Length To Trough Recovery
2008-06-24 2019-10-08 NA -0.8251 2947 2891 NA
2001-03-09 2001-09-26 2005-02-16 -0.5600 1009 139 870
2006-05-11 2006-10-03 2007-05-17 -0.2787 260 103 157
2007-12-27 2008-02-06 2008-04-14 -0.1930 76 29 47
2006-01-31 2006-03-09 2006-04-19 -0.1494 56 27 29

Row

Monthly and Calendar Year Returns

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec OIH
1999 NA NA NA NA NA NA NA NA NA NA NA NA NA
2000 NA NA NA NA NA NA NA NA NA NA NA NA NA
2001 NA -0.1 0.0 -1.9 -0.7 0.0 -2.9 0.0 -2.6 0.4 0.0 0.0 -7.6
2002 -0.3 1.0 0.2 2.2 0.0 -1.7 -6.1 0.0 3.2 5.3 0.0 0.0 3.5
2003 0.0 0.0 1.4 0.0 0.0 -1.0 0.8 0.0 1.8 0.0 0.7 0.0 3.6
2004 0.0 2.7 -2.7 0.0 0.9 0.2 0.0 2.4 2.2 -1.3 -4.0 0.0 0.2
2005 -0.1 -2.5 2.7 0.0 1.2 1.0 1.2 1.3 0.0 1.6 3.2 0.0 9.9
2006 -3.9 2.0 0.0 2.4 0.2 0.0 0.5 2.5 0.0 -1.7 1.0 0.0 3.0
2007 0.0 0.3 0.0 0.8 0.3 0.0 -1.2 0.0 1.5 -0.5 0.0 0.0 1.1
2008 2.8 0.0 1.8 -2.3 0.0 1.0 0.7 0.0 -4.5 0.0 -14.9 0.0 -15.5
2009 0.0 0.0 0.9 3.5 4.9 -0.3 0.0 -1.5 -3.3 0.0 1.2 0.0 5.3
2010 3.8 1.1 2.5 0.0 -8.9 1.7 0.0 5.2 0.6 0.5 3.1 0.0 9.2
2011 0.5 -2.5 0.1 0.0 -2.4 0.4 -0.8 -1.5 0.0 -4.6 0.0 0.0 -10.4
2012 1.0 1.5 0.0 1.0 -2.2 0.0 1.8 0.0 0.2 1.2 0.0 0.0 4.6
2013 1.0 -1.1 -1.4 -1.3 0.0 1.2 2.3 0.0 1.3 -0.4 0.0 0.0 1.6
2014 0.0 0.0 0.3 -0.9 0.0 -0.3 -0.5 0.0 -2.8 0.0 -1.4 0.0 -5.6
2015 0.0 0.0 0.8 -0.1 -0.3 -3.4 0.0 -3.5 -1.8 0.0 1.0 0.0 -7.2
2016 -2.4 2.1 -2.6 0.0 -1.0 2.5 -4.2 -0.4 0.0 0.0 1.5 0.0 -4.5
2017 0.0 2.6 0.0 -1.1 0.9 0.0 -1.1 1.4 0.0 1.0 3.3 0.0 7.1
2018 2.0 0.4 0.0 -0.8 -0.3 0.0 -0.8 0.0 1.1 0.8 0.0 0.0 2.3
2019 2.1 1.9 3.0 -3.2 0.0 0.7 -6.0 0.0 -3.8 5.2 0.0 -0.1 -0.9

Row

Rolling Performance Chart

Snail Trail Chart